目录 Some Borrowers Are More Equal than Others: Bank Funding Shocks and Credit Reallocation 一些借款人比其他借款人更平等:银行资金冲击和信贷重新分配 Specification Analysis of Structural Credit Risk Models 结构性信用风险模型的规范分析
目录 PERSPECTIVES: Are Passive Investing Techniques Efficient for Active Strategies? 视角:对主动型策略而言被动投资的技术也是有效的吗? Smart Beta: The Good, the Bad, and the Muddy Smart Beta:好家伙、坏家伙和把事情搅浑的家伙 Agnostic
目录 Introduction: Quantitative Strategies: Factor Investing 简介:量化策略:因子投资 A Closer Look at the Factor-to-Specific Risk Ratio in Factor Portfolios 对因子投资中“因子值与特异性风险”比率的细致研究 Value by Design? “价值”投资风格如何设计
目录 Introduction: Special Issue on Ethical Investing 简介:道德投资特刊 ESG as Waving Banners and as Pulling Plows 坐而论道和起而行之的ESG Strategies for Responsible Investing: Emerging Academic Evidence 关于社会责任投资策略的新兴
目录 Price discovery in stock and options markets 股票和期权市场的价格发现 Trading aggressiveness and market efficiency 交易主动性与市场有效性 The network nature of over-the-counter interest rates 场外利率的网络性 Too much of a good
目录 Empirical analysis of corporate tax reforms: What is the null and where did it come from? 公司税改革的实证分析:什么是原假设?它从何而来? Leveraged buyouts and bond credit spreads 杠杆收购和债券信贷息差 Do fire sales create
目录 Shrinking the cross-section 收缩横截面 Trading and arbitrage in cryptocurrency markets 加密货币市场的交易和套利 Show me the money: The monetary policy risk premium 货币政策风险溢价 Quantify the quantitative easing: Impact
目录 Do M&A exits have the same effect on venture capital reputation than IPO exits? 并购退出对风险投资声誉的影响是否与IPO相同? Liquidity risk and expected option returns 流动性风险与期权预期收益 Dissecting long-term Bund yields in
目录 The Dynamics of Motivated Beliefs 动态下的激励信念 Outsourcing Education: Experimental Evidence from Liberia 外包教育:利比里亚的实验证据 Factory Productivity and the Concession System of Incorporation in Late Imperial
目录 Putting the Cycle Back into Business Cycle Analysis 将其他周期纳入商业周期的分析 Estimating the Production Function for Human Capital: Results from a Randomized Controlled Trial in Colombia 估计人力资本的生产函数:哥伦比亚的一项